Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-17 00:00:00+00:00 0.567565 0.636515 0.714024 0.808320 0.920902 1.052246 1.218923
2024-11-24 00:00:00+00:00 0.483470 0.568287 0.670316 0.804176 0.978402 1.202256 1.519941
2024-12-01 00:00:00+00:00 0.411699 0.499853 0.611054 0.765182 0.979319 1.276308 1.739152
2024-12-08 00:00:00+00:00 0.359942 0.448265 0.563969 0.731698 0.977924 1.343048 1.963183
2024-12-15 00:00:00+00:00 0.334735 0.427473 0.553639 0.745138 1.043072 1.518422 2.409593
2024-12-22 00:00:00+00:00 0.318749 0.416757 0.554960 0.774316 1.136038 1.758850 3.060367
2024-12-29 00:00:00+00:00 0.300709 0.400893 0.546455 0.786476 1.203015 1.971748 3.755213
2025-01-05 00:00:00+00:00 0.284134 0.385285 0.536180 0.793671 1.262053 2.185600 4.565974
2025-01-12 00:00:00+00:00 0.266853 0.366923 0.519495 0.787452 1.294969 2.356132 5.373682
2025-01-19 00:00:00+00:00 0.245995 0.341413 0.489044 0.753471 1.268563 2.391532 5.827369
2025-01-26 00:00:00+00:00 0.235928 0.331740 0.483077 0.761842 1.327422 2.639600 7.140489
2025-02-02 00:00:00+00:00 0.227652 0.324165 0.479706 0.774256 1.396895 2.938095 8.937752
2025-02-09 00:00:00+00:00 0.216041 0.310821 0.466120 0.767078 1.425857 3.151769 10.712736
2025-02-16 00:00:00+00:00 0.206705 0.300506 0.456811 0.766999 1.471271 3.432966 13.278817
2025-02-23 00:00:00+00:00 0.192963 0.282048 0.431801 0.732717 1.429381 3.435865 14.327582
2025-03-02 00:00:00+00:00 0.181016 0.265932 0.409862 0.702525 1.392849 3.446906 15.519262
2025-03-09 00:00:00+00:00 0.176371 0.261816 0.409121 0.716099 1.469214 3.873447 20.849090
2025-03-16 00:00:00+00:00 0.174021 0.261393 0.414976 0.744281 1.590664 4.537244 31.308385
2025-03-23 00:00:00+00:00 0.169683 0.257231 0.413482 0.756168 1.670826 5.096761 44.699604
2025-03-30 00:00:00+00:00 0.165051 0.252262 0.410042 0.763224 1.739211 5.658992 64.432014
2025-04-06 00:00:00+00:00 0.159274 0.244934 0.401506 0.757487 1.768024 6.059224 87.429868
2025-04-13 00:00:00+00:00 0.150963 0.232672 0.382583 0.725371 1.708187 5.970332 94.936724
2025-04-20 00:00:00+00:00 0.147516 0.229040 0.380470 0.733369 1.779578 6.656908 153.923683